As the proportion of power generated from renewables goes up, the business model of traditional utilities is increasingly under threat, says Torsten Amelung, Statkraft’s senior vice-president of t...
Venturing beyond historical VAR
A highly engaging intensive one-week programme designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. Save your seat now: programme starts March 23rd 2015.
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Ferc and turf
Planning a new Korea
Given the importance of the crude oil and natural gas futures markets, the intra-market correlations in these markets play an important role in pricing, hedging and managing the risks of energy ...
The new normal
Pototschnig dismisses concerns of energy firms over European Regulation on Energy Market Integrity and Transparency
OTC commodity swaps valuation, hedging and trading
Energy Risk's prestigious Europe and North America awards open for entries from market participants
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.